Since it would be unthinkable for the future lady of the house to be placed in a windowless room, I am going to assume that the windows are supposed to be real
I'm sure you're right about that, Luciaphil (i.e., that Josette's bedroom must have windows); however, I thought that there
were windows on the wall to our (viewers') right, on either side of the bed's headboard, perhaps? It's also possible that there are windows on the "fourth" wall (i.e., the imaginary wall through which we, the audience, views the set/stage).
Any thoughts on that vertical mail chute outside the bedroom designated for Jeremiah at the Great House? It looked like the type you see in office buildings (though wooden, not glass).
Third, in another thread I mentioned that I COULD see a broad portico, pillars (and, presumably, steps), just outside the door of the Old House. Eons ago, it was thought that these had "disappeared" after they stopped using the video location footage that was used earlier on in the series.